I'm on the east side of evansville. I've been north, south, east and west in the city and I've never encountered clay here. Born and raised here (19 years).
If you can get over the people here, you'll find the state has several good things to offer.
No magazine restrictions*
Shall Issue carry permit that covers both concealed/open
No anti-NFA laws, so all federally legal goodies are welcome.
Nobody gives a shit if you carry here or not. There are some restricted areas (Bank, riverboat casino, federal buildings including post office, etc) but for the most part, you're good.
Plenty of gunshops. Academy Sports & Outdoors is my local go-to place on Burkhart. Bucks & Jakes has two locations, both will take FFL shipments for $40 if you can't find something local or want to save some money. Rural king has a nice selection and good pricing, but Customer Service is spotty... Red Ghost Gunshop on Big Cynthiana Road is also a good place to go. It's fairly out of the way, and last time I checked they too will take FFL shipments. Don't remember how much, though.
I don't know of any other shops, but we do have an army surplus store on First Avenue called Real Army Surplus. 50 cal ammo boxes at $5 a whack. I've bought several things from them. Good people. They included a single "purple heart parking" space in their small lot. I've never seen anyone else do that, and I wish more people would.
*I've heard there's somewhere here in the state that has a restriction, but I can never find anything on it. You can get magazines as big as you want all day long here.)
A non-gun related pro is you're ultra close to Kentucky, which means cheaper gas and cheaper cigarettes if you smoke. It's earned the name "Money saving bridge" for a good reason. Kentucky does honor your Indiana permit, btw.
A few downsides to be aware of...
Watch out for the morons driving here. Not quite chicago, but it has it's moments.
The people here are RUDE to the second power and inconsiderate. Just ignore 'em and go about your day.
AVOID DOWNTOWN! Especially at night. If you want to avoid getting killed (or worse), don't go to downtown Evansville. During the day around Wednesday and not around holidays, you're OK, but watch your back. Not much there anyway, except an arena (called the Ford Center), and a big library nearby. I haven't found any good reason to go there, but YMMV.
Those are the high points. If you want more info I can try and help you out.